NYMEX Light Sweet Crude Oil Future June 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
52.91 |
51.84 |
-1.07 |
-2.0% |
53.61 |
High |
53.30 |
52.10 |
-1.20 |
-2.3% |
55.21 |
Low |
51.34 |
50.69 |
-0.65 |
-1.3% |
52.39 |
Close |
51.44 |
51.59 |
0.15 |
0.3% |
52.95 |
Range |
1.96 |
1.41 |
-0.55 |
-28.1% |
2.82 |
ATR |
2.23 |
2.17 |
-0.06 |
-2.6% |
0.00 |
Volume |
97,416 |
97,571 |
155 |
0.2% |
594,877 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.69 |
55.05 |
52.37 |
|
R3 |
54.28 |
53.64 |
51.98 |
|
R2 |
52.87 |
52.87 |
51.85 |
|
R1 |
52.23 |
52.23 |
51.72 |
51.85 |
PP |
51.46 |
51.46 |
51.46 |
51.27 |
S1 |
50.82 |
50.82 |
51.46 |
50.44 |
S2 |
50.05 |
50.05 |
51.33 |
|
S3 |
48.64 |
49.41 |
51.20 |
|
S4 |
47.23 |
48.00 |
50.81 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.98 |
60.28 |
54.50 |
|
R3 |
59.16 |
57.46 |
53.73 |
|
R2 |
56.34 |
56.34 |
53.47 |
|
R1 |
54.64 |
54.64 |
53.21 |
54.08 |
PP |
53.52 |
53.52 |
53.52 |
53.24 |
S1 |
51.82 |
51.82 |
52.69 |
51.26 |
S2 |
50.70 |
50.70 |
52.43 |
|
S3 |
47.88 |
49.00 |
52.17 |
|
S4 |
45.06 |
46.18 |
51.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.21 |
50.69 |
4.52 |
8.8% |
1.62 |
3.1% |
20% |
False |
True |
111,145 |
10 |
55.21 |
50.69 |
4.52 |
8.8% |
1.73 |
3.3% |
20% |
False |
True |
112,738 |
20 |
57.27 |
50.69 |
6.58 |
12.8% |
2.09 |
4.0% |
14% |
False |
True |
105,018 |
40 |
57.27 |
46.68 |
10.59 |
20.5% |
2.46 |
4.8% |
46% |
False |
False |
95,150 |
60 |
61.05 |
46.68 |
14.37 |
27.9% |
2.52 |
4.9% |
34% |
False |
False |
78,634 |
80 |
77.70 |
46.68 |
31.02 |
60.1% |
2.50 |
4.8% |
16% |
False |
False |
68,421 |
100 |
82.17 |
46.68 |
35.49 |
68.8% |
2.36 |
4.6% |
14% |
False |
False |
61,613 |
120 |
91.35 |
46.68 |
44.67 |
86.6% |
2.26 |
4.4% |
11% |
False |
False |
56,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.09 |
2.618 |
55.79 |
1.618 |
54.38 |
1.000 |
53.51 |
0.618 |
52.97 |
HIGH |
52.10 |
0.618 |
51.56 |
0.500 |
51.40 |
0.382 |
51.23 |
LOW |
50.69 |
0.618 |
49.82 |
1.000 |
49.28 |
1.618 |
48.41 |
2.618 |
47.00 |
4.250 |
44.70 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
51.53 |
52.25 |
PP |
51.46 |
52.03 |
S1 |
51.40 |
51.81 |
|